A sum characterization of hidden regular variation with likelihood inference via expectation-maximization
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Publication:5410309
DOI10.1093/biomet/ast046zbMath1285.62057OpenAlexW2142043316MaRDI QIDQ5410309
Publication date: 16 April 2014
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/ast046
EM algorithmair pollutionasymptotic independencetail dependencemultivariate extreme value theorythreshold exceedance modelling
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